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Published on 11/30/2007 in the Prospect News Structured Products Daily.

Deutsche Bank plans absolute return barrier M-notes linked to MSCI EAFE

By Laura Lutz

Des Moines, Nov. 30 - Deutsche Bank AG, London Branch plans to price zero-coupon 100% principal protection absolute return barrier M-notes due June 24, 2009 linked to the MSCI EAFE index, according to an FWP filing with the Securities and Exchange Commission.

If the index ever closes above or below its initial level by more than the absolute return barrier, the payout at maturity will be par.

Otherwise, the payout will be par plus the absolute value of the index return.

The absolute return barrier is expected to be between 21.5% and 24.5%. The exact barrier will be set at pricing.

The notes are expected to price on Dec. 19 and settle on Dec. 24.

Deutsche Bank Securities Inc. and Deutsche Bank Trust Co. Americas are the agents.


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